spd.interpolate: Interpolation between two symmetric, positive-definite...

View source: R/spd-interp.R

spd.interpolateR Documentation

Interpolation between two symmetric, positive-definite matrices

Description

Function smoothly interpolates between two SPD matrices x and y. The interpolation is parametrized by t, where t=0 returns x, t=1 returns y, and t=.5 returns the mean of x and y

Usage

spd.interpolate(x, y, t, method = "euclidean", ...)

Arguments

x, y

Symmetric, positive-definite matrices

t

Interpolation parameter in [0,infinity)

method

Type of interpolation (see details)

Details

Allowable distance measures are

  • "euclidean": Euclidean interpolation (1-t)x + ty

  • "logeuclidean": Euclidean interpolation in the tangent space.

  • "riemannian": Interpolation along the geodesic path from x to y


areshenk/spdm documentation built on Aug. 5, 2023, 12:26 a.m.